A decision-theoretic model of asset-price underreaction and overreaction to dividend news
type: Item
instance of: scholarly article
title: A decision-theoretic model of asset-price underreaction and overreaction to dividend news
zbMATH Open document ID: 1298.91091
author: Alexander Ludwig
author: Alexander Zimper
published in: Annals of Finance
publication date: 2014-11-12T00:00:00Z
full work available at URL: wp296.zp39567.pdf
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6369049
zbMATH Keywords: Choquet expected utility theory
zbMATH Keywords: portfolio choice
zbMATH Keywords: asset pricing puzzles
zbMATH Keywords: overreaction
zbMATH Keywords: underreaction
MaRDI profile type: Publication
OpenAlex ID: W2056958385
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DOI: 10.1007/S10436-012-0208-Z
description: scientific article; zbMATH DE number 6369049